+592.2%
CIEN vs OMC
+9.5%
+582.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | -4.6% | -4.2% | -0.3% | -4.3% |
| 30D | -12.8% | -7.5% | -5.3% | -12.4% |
| 3M | -23.1% | +4.6% | -27.7% | -24.2% |
| 6M | +6.1% | -4.8% | +10.9% | +6.5% |
| YTD | +44.5% | -1.0% | +45.5% | +43.1% |
| 1Y | +176.6% | +3.8% | +172.8% | +167.5% |
| All | +592.2% | +9.5% | +582.7% | +493.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling